Measure-valued differentiation for Markov chains
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Publication:2481121
DOI10.1007/s10957-007-9297-7zbMath1149.90173OpenAlexW2108293203MaRDI QIDQ2481121
Felisa J. Vázquez-Abad, Bernd F. Heidergott
Publication date: 14 April 2008
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://research.vu.nl/en/publications/99d30ca2-41d0-4319-842a-664434d89716
Discrete-time Markov processes on general state spaces (60J05) Sensitivity, stability, parametric optimization (90C31) Markov and semi-Markov decision processes (90C40)
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- Realization probabilities. The dynamics of queuing systems
- Derivatives of Markov Kernels and Their Jordan Decomposition
- Some Guidelines and Guarantees for Common Random Numbers
- Single-Run Gradient Estimation Via Measure-Valued Differentiation
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